Anic Equity¶

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Total return since start: 0.569 %¶

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Equity now: -----------------------------> 47928.68 Kr¶

Max Equity ever reached: ------------> 48629.89 Kr¶

Portfolio value: --------------------------> 46533.78 Kr¶

PnL: ---------------------------------------> -354.79 Kr¶

DD now: ---------------------------------> -1.442 %¶

Max portfolio DD since start: ----> -13.025 %¶

Updated:¶

'2023-01-18 16:59:30.027374'

Anic Portfolio¶

Today¶

Return: 0.455 %¶

This Week¶

Return: 0.831 %¶

Total¶

Return: 56.906 %¶

Benchmark comparison TODAY¶

Benchmark comparison¶

OMXS30
DJUS
NDX
DAX
W1IDU

Excess return¶

OMXS30
DJUS
NDX
DAX
W1IDU

Anic Portfolio Holdings¶

  volume changePercent value profit profitPercent acquiredValue
name            
HEBA B 70 -1.950000 2814.000000 178.000000 6.750000 2636.000010
Beijer Electronics Group 26 0.840000 3130.400000 159.400000 5.370000 2971.000006
Samhällsbyggnadsbo. i Norden B 20 -1.290000 428.400000 73.400000 20.680000 355.000000
FM Mattsson Mora Group B 50 1.010000 3000.000000 73.000000 2.490000 2927.000000
Corem Property Group B 59 -2.850000 643.690000 66.690000 11.560000 576.999999
Boozt 12 0.700000 1718.400000 64.400000 3.890000 1653.999996
HMS Networks 2 -0.830000 713.600000 40.600000 6.030000 673.000000
OEM International B 7 2.020000 567.000000 39.000000 7.390000 527.999997
Intrum 4 1.900000 556.600000 29.600000 5.620000 527.000000
Norva24 Group 16 4.900000 568.640000 25.640000 4.720000 543.000000
Coor Service Management Hold. 8 1.390000 554.400000 22.400000 4.210000 532.000000
Eastnine 4 1.270000 512.000000 21.000000 4.280000 491.000000
MedCap 2 -0.230000 439.000000 18.000000 4.280000 421.000000
SAAB B 8 0.000000 3394.400000 17.400000 0.520000 3377.000000
Samhällsbyggnadsbo. i Norden D 12 -0.370000 258.720000 12.720000 5.170000 246.000000
AcadeMedia 12 1.280000 567.840000 10.840000 1.950000 557.000004
Fastighetsbolag. Emilshus Pref 21 -1.090000 571.200000 9.200000 1.640000 562.000005
Resurs Holding 22 0.190000 579.700000 5.700000 0.990000 573.999998
Securitas B 6 0.970000 574.920000 4.920000 0.860000 570.000000
Swedbank A 3 1.370000 566.700000 2.700000 0.480000 564.000000
Creaspac SPAC 6 0.210000 579.600000 2.600000 0.450000 577.000002
Karnov Group 9 -1.970000 537.300000 1.300000 0.240000 536.000004
CTEK 13 1.790000 532.220000 -1.780000 -0.330000 533.999999
Essity B 2 -1.590000 570.800000 -3.200000 -0.560000 574.000000
Handelsbanken A 5 -0.320000 542.250000 -3.750000 -0.690000 546.000000
Midsona B 63 -1.300000 575.820000 -7.180000 -1.230000 582.999984
Essity A 4 -2.230000 1140.000000 -9.000000 -0.780000 1149.000000
Nordea Bank Abp 29 -0.390000 3435.920000 -18.080000 -0.520000 3453.999992
International Petroleum Corp. 5 3.310000 561.000000 -33.570000 -5.650000 594.565215
Vivesto 1368 1.860000 569.360000 -43.640000 -7.120000 612.999432
Sampo Oyj SDB 7 -1.200000 3734.500000 -115.500000 -3.000000 3850.000000
Axfood 13 1.050000 3625.700000 -130.300000 -3.470000 3756.000001
OX2 18 0.650000 1523.700000 -140.300000 -8.430000 1663.999992
Ovzon 52 2.650000 3016.000000 -346.000000 -10.290000 3361.999992
Fasadgruppen Group 35 -0.810000 3430.000000 -381.000000 -10.000000 3810.999990
TOTAL 46533.780000 -354.790000 -1.44193% 46888.564618

Updated:¶

'2023-01-18 16:59:42.556709'
None

Last optimization/rebalancing:¶

'2023-01-02'

Next optimization/rebalancing:¶

'2023-02-10'

In or Out of market? In if Signal > -10, else out of market!¶

AVAN-Live vs backtest and OMXSE30 2023¶

Walk forward test results - depending on starting day¶

Equity is shown as log of returns. Returns range by a factor of 10. Best is about 10000%, 100 times money, and worst 1000%, 10 times money in 20 years. Maximal duration for drawdown periods vary between 280-750 days. Worst drawdown across the tests is about 40 %. ¶

Walk forward test results - Distribution of maximal drawdowns¶

Used to understand the strategys historical drawdown properties and to set the rule for when to stop trading the system. The stop limit is set to mean of max drawdown minus 2 standard deviations.¶